Definately normal. My old mare used to do that everytime I bought her out of her stall!! She would then take each back leg and really stretch it out behind her and grunt at the same time!
Go Ahead: This is a dare, not permission. Don't Do It!
I have one that does that and had a mare who used to do it. The first time she did it she was tied to the trailer and it freaked me out a little. Good to stretch, I guess. Have never seen them harm themselves by it.